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Definition of Vega - Finance dictionary

Vega ((See Chapter 24 of the Vernimmen))

The vega can be defined as the rate of change in the derivative of the theoretical value of the option vis-à-vis implied volatility. All other factors being equal, the closer an option is to being in the money (with maximum time value), the greater is the impact of an increase in volatility.

Vega ((See Chapter 24 of the Vernimmen))

The vega can be defined as the rate of change in the derivative of the theoretical value of the option vis-à-vis implied volatility. All other factors being equal, the closer an option is to being in the money (with maximum time value), the greater is the impact of an increase in volatility.

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To find other words in the dictionary of finance, click on the first letter of the word you are looking for:

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Definitions of terms begining with the same letter as "Vega" :

VAR
VBI
VWAP
Value
Value Date
Value added
Value and financial securities
Value at risk
Value creation
Value drivers
Value of Business in Force
Value stock
Value-added tax (VAT)
Variable costs
Variance
Variance Swap
Vega
Venture capital
Volatility
Volatility - bonds
Volatility - dividends
Volume growth
Volume-weighted average price
Vulture fund

Vega ((See Chapter 24 of the Vernimmen))

The vega can be defined as the rate of change in the derivative of the theoretical value of the option vis-à-vis implied volatility. All other factors being equal, the closer an option is to being in the money (with maximum time value), the greater is the impact of an increase in volatility.

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